+54.5%
DVN vs IOT
+54.4%
+0.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.2% |
| 7D | +2.5% | -0.8% | +3.3% | +2.6% |
| 30D | +10.2% | -4.7% | +14.8% | +10.5% |
| 3M | +8.1% | +17.8% | -9.7% | +5.6% |
| 6M | +15.9% | +16.8% | -1.0% | +12.8% |
| YTD | +38.2% | +8.4% | +29.8% | +34.9% |
| 1Y | +44.5% | -0.8% | +45.3% | +42.0% |
| 3Y | +5.1% | +25.7% | -20.6% | -2.8% |
| All | +54.5% | +54.4% | +0.2% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling